Numerical methods for stochastic control problems in continuous time

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Bibliographic Information

Title
"Numerical methods for stochastic control problems in continuous time"
Statement of Responsibility
Harold J. Kushner, Paul Dupuis
Publisher
  • Springer
  • 2nd ed
Publication Year
  • c2001
Book size
25 cm

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Notes

Includes bibliographical references (p. [455]-466) and index

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